Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.79% | 100.51 % | 101.31 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'369 CHF | 60'849 CHF | 100.00% | 100.00% |
19.11.2024 | 0.79% | 100.48 % | 101.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'306 CHF | 60'786 CHF | 100.00% | 100.00% |
18.11.2024 | 0.79% | 100.62 % | 101.42 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'379 CHF | 60'859 CHF | 100.00% | 100.00% |
15.11.2024 | 0.79% | 100.57 % | 101.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'319 CHF | 60'799 CHF | 100.00% | 100.00% |
14.11.2024 | 0.79% | 100.32 % | 101.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'166 CHF | 60'644 CHF | 99.68% | 99.68% |
13.11.2024 | 0.79% | 100.10 % | 100.89 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'194 CHF | 60'673 CHF | 100.00% | 100.00% |
12.11.2024 | 0.79% | 100.38 % | 101.18 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'292 CHF | 60'772 CHF | 100.00% | 100.00% |
11.11.2024 | 0.79% | 100.56 % | 101.36 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'317 CHF | 60'797 CHF | 84.60% | 84.60% |
08.11.2024 | 0.79% | 100.32 % | 101.12 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'175 CHF | 60'654 CHF | 100.00% | 100.00% |
07.11.2024 | 0.79% | 100.24 % | 101.04 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'189 CHF | 60'669 CHF | 100.00% | 100.00% |